Details about Xavier D'Haultfoeuille

Access statistics for papers by Xavier D'Haultfoeuille.

Last updated 2025-04-06. Update your information in the RePEc Author Service.

Short-id: pdh29

Working Papers

2025

1. Automobile Prices in Market Equilibrium with Unobserved Price Discrimination
   Working Papers, HAL
   Also in Working Papers, Center for Research in Economics and Statistics (2017) View citations (6)
   Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich (2014) View citations (1)
   Working Papers, Center for Research in Economics and Statistics (2014) View citations (2)
   TSE Working Papers, Toulouse School of Economics (TSE) (2017) View citations (2)
   See also Journal Article Automobile Prices in Market Equilibrium with Unobserved Price Discrimination, The Review of Economic Studies, Review of Economic Studies Ltd (2019) View citations (7) (2019)
2. Difference-in-Differences for Continuous Treatments and Instruments with Stayers
   SciencePo Working papers Main, HAL View citations (15)
   Also in Working Papers, HAL (2025) View citations (5)
3. Two-way Fixed Effects and Differences-in-Differences in Heterogeneous Adoption Designs without Stayers
   Working Papers, HAL
   Also in SciencePo Working papers Main, HAL (2025)

2024

4. Difference-in-Difference Estimators with Continuous Treatments and No Stayers
   SciencePo Working papers Main, HAL
   Also in Post-Print, HAL (2024) View citations (1)
   See also Journal Article Difference-in-Difference Estimators with Continuous Treatments and No Stayers, AEA Papers and Proceedings, American Economic Association (2024) View citations (3) (2024)
5. Difference-in-Differences Estimators for Treatments Continuously Distributed at Every Period
   Papers, arXiv.org View citations (4)
6. Difference-in-Differences Estimators of Intertemporal Treatment Effects
   Papers, arXiv.org View citations (43)
   Also in Working Papers, HAL (2022) View citations (14)
   SciencePo Working papers Main, HAL (2022) View citations (14)
   NBER Working Papers, National Bureau of Economic Research, Inc (2022) View citations (80)
7. Identification and Estimation of Average Causal Effects in Fixed Effects Logit Models
   Papers, arXiv.org View citations (5)
8. Linear Regressions with Combined Data
   TSE Working Papers, Toulouse School of Economics (TSE)
   Also in Papers, arXiv.org (2024)

2023

9. Identification and estimation of average marginal effects in fixed-effects logit models
   Economics Virtual Symposium 2023, Stata Users Group
10. Two-way Fixed Effects and Differences-in-Differences Estimators with Several Treatments
    Papers, arXiv.org View citations (36)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2022) View citations (24)
    Working Papers, HAL (2022) View citations (8)
    SciencePo Working papers Main, HAL (2022) View citations (21)

2022

11. Estimating the Gains (and Losses) of Revenue Management
    CAGE Online Working Paper Series, Competitive Advantage in the Global Economy (CAGE)
    Also in The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (2022)
12. Fixed Effects Binary Choice Models with Three or More Periods
    Papers, arXiv.org View citations (2)
    See also Journal Article Fixed‐effects binary choice models with three or more periods, Quantitative Economics, Econometric Society (2023) (2023)
13. Nonparametric Difference-in-Differences in Repeated Cross-Sections with Continuous Treatments
    Papers, arXiv.org View citations (3)
14. Not all Differences-in-differences are Equally Compatible with Outcome-based Selection Models
    Working Papers, HAL
    Also in SciencePo Working papers Main, HAL (2022)
15. Partially Linear Models under Data Combination
    NBER Working Papers, National Bureau of Economic Research, Inc
    Also in IZA Discussion Papers, Institute of Labor Economics (IZA) (2022)
16. Two-Way Fixed Effects and Differences-in-Differences with Heterogeneous Treatment Effects: A Survey
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (123)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2022) View citations (122)
    SciencePo Working papers Main, HAL (2022) View citations (70)
    Papers, arXiv.org (2022) View citations (122)
    French Stata Users' Group Meetings 2022, Stata Users Group (2022) View citations (8)
    Post-Print, HAL (2022) View citations (111)

2021

17. An alternative to synthetic control for models with many covariates under sparsity
    Papers, arXiv.org
    Also in Working Papers, Center for Research in Economics and Statistics (2020)
18. Rationalizing Rational Expectations: Characterizations and Tests
    TSE Working Papers, Toulouse School of Economics (TSE) View citations (16)
    Also in Papers, arXiv.org (2020) View citations (5)
    Post-Print, HAL (2021) View citations (12)
    See also Journal Article Rationalizing rational expectations: Characterizations and tests, Quantitative Economics, Econometric Society (2021) View citations (14) (2021)

2020

19. Empirical Process Results for Exchangeable Arrays
    Papers, arXiv.org View citations (7)

2019

20. DID_MULTIPLEGT: Stata module to estimate sharp Difference-in-Difference designs with multiple groups and periods
    SciencePo Working papers Main, HAL View citations (16)
    See also Software Item DID_MULTIPLEGT: Stata module to estimate sharp Difference-in-Difference designs with multiple groups and periods, Statistical Software Components, Boston College Department of Economics (2024) (2024)
21. Estimating Selection Models without Instrument with Stata
    IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (5)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2019) View citations (5)
    See also Journal Article Estimating selection models without an instrument with Stata, Stata Journal, StataCorp LLC (2020) View citations (4) (2020)
22. TWOWAYFEWEIGHTS: Stata module to estimate the weights and measure of robustness to treatment effect heterogeneity attached to two-way fixed effects regressions
    SciencePo Working papers Main, HAL View citations (5)
    See also Software Item TWOWAYFEWEIGHTS: Stata module to estimate the weights and measure of robustness to treatment effect heterogeneity attached to two-way fixed effects regressions, Statistical Software Components, Boston College Department of Economics (2024) (2024)
23. Two-way Fixed Effects Estimators with Heterogeneous Treatment Effects
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (43)
    See also Journal Article Two-Way Fixed Effects Estimators with Heterogeneous Treatment Effects, American Economic Review, American Economic Association (2020) View citations (1192) (2020)

2018

24. Asymptotic results under multiway clustering
    Papers, arXiv.org View citations (14)
25. Rationalizing Rational Expectations? Tests and Deviations
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (11)
    Also in IZA Discussion Papers, Institute of Labor Economics (IZA) (2018) View citations (12)

2016

26. Measuring Segregation on Small Units: A Partial Identification Analysis
    CAGE Online Working Paper Series, Competitive Advantage in the Global Economy (CAGE)
    Also in Working Papers, Center for Research in Economics and Statistics (2011)
    RF Berlin - CReAM Discussion Paper Series, Rockwool Foundation Berlin (RF Berlin) - Centre for Research and Analysis of Migration (CReAM) (2016)
    See also Journal Article Measuring segregation on small units: A partial identification analysis, Quantitative Economics, Econometric Society (2017) View citations (7) (2017)

2015

27. Fuzzy Differences-in-Differences
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics View citations (3)
    Also in Economic Research Papers, University of Warwick - Department of Economics
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015)
    Working Papers, Center for Research in Economics and Statistics (2014) View citations (3)
    CeMMAP working papers, Institute for Fiscal Studies (2015)
    See also Journal Article Fuzzy Differences-in-Differences, The Review of Economic Studies, Review of Economic Studies Ltd (2018) View citations (89) (2018)
28. Supplement to Fuzzy Differences-in-Differences
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics
    Also in Economic Research Papers, University of Warwick - Department of Economics

2014

29. Extremal Quantile Regressions for Selection Models and the Black-White Wage Gap
    IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (1)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2014) View citations (4)
    See also Journal Article Extremal quantile regressions for selection models and the black–white wage gap, Journal of Econometrics, Elsevier (2018) View citations (15) (2018)
30. Fuzzy Changes-in Changes
    CAGE Online Working Paper Series, Competitive Advantage in the Global Economy (CAGE) View citations (3)

2013

31. Endogenous Attrition in Panels
    Working Papers, Center for Research in Economics and Statistics View citations (1)
32. La régression quantile en pratique
    Documents de Travail de l'Insee - INSEE Working Papers, Institut National de la Statistique et des Etudes Economiques View citations (2)
    See also Journal Article La régression quantile en pratique, Économie et Statistique, Programme National Persée (2014) View citations (20) (2014)
33. Nonlinear Difference-in-Differences in Repeated Cross Sections with Continuous Treatments
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (11)
    Also in CeMMAP working papers, Institute for Fiscal Studies (2013)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) View citations (11)
34. The Effect of Public Policies on Consumers' Preferences: Lessons from the French Automobile Market
    Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich View citations (4)
    Also in Working Papers, Center for Research in Economics and Statistics (2013) View citations (4)

2012

35. Demand Estimation in the Presence of Revenue Management
    Documents de Travail de l'Insee - INSEE Working Papers, Institut National de la Statistique et des Etudes Economiques
36. Late Again with Defiers
    Working Papers, HAL View citations (1)
    Also in PSE Working Papers, HAL (2012) View citations (1)
37. The environmental Effect of Green Taxation: The case of the french "Bonus/Malus"
    Working Papers, Center for Research in Economics and Statistics View citations (21)
    Also in Documents de Travail de l'Insee - INSEE Working Papers, Institut National de la Statistique et des Etudes Economiques (2011)
    See also Journal Article The Environmental Effect of Green Taxation: The Case of the French Bonus/Malus, Economic Journal, Royal Economic Society (2014) View citations (70) (2014)

2011

38. Another Look at the Identification at Infinity of Sample Selection Models
    Working Papers, Duke University, Department of Economics View citations (7)
    Also in Working Papers, Center for Research in Economics and Statistics (2010)
    IZA Discussion Papers, Institute of Labor Economics (IZA) (2009) View citations (10)
    See also Journal Article ANOTHER LOOK AT THE IDENTIFICATION AT INFINITY OF SAMPLE SELECTION MODELS, Econometric Theory, Cambridge University Press (2013) View citations (18) (2013)
39. Identification of Nonseparable Modes with Endogeneity and Discrete Instruments
    Working Papers, Center for Research in Economics and Statistics View citations (6)
40. Identification of a Class of Adverse Selection Models with Contracts Variation
    Working Papers, Center for Research in Economics and Statistics
41. Inference on an Extended Roy Model, with an Application to Schooling Decisions in France
    Working Papers, Duke University, Department of Economics View citations (6)
    See also Journal Article Inference on an extended Roy model, with an application to schooling decisions in France, Journal of Econometrics, Elsevier (2013) View citations (32) (2013)
42. The Provision of Wage Incentives: A Structural Estimation Using Contracts Variation
    Working Papers, Center for Research in Economics and Statistics
    See also Journal Article The provision of wage incentives: A structural estimation using contracts variation, Quantitative Economics, Econometric Society (2020) View citations (2) (2020)

2010

43. Identification of Mixture Models Using Support Variations
    Working Papers, Center for Research in Economics and Statistics
    See also Journal Article Identification of mixture models using support variations, Journal of Econometrics, Elsevier (2015) View citations (2) (2015)
44. Inference on a Generalized Roy Model, with an Application to Schooling Decisions in France
    Working Papers, Center for Research in Economics and Statistics
    Also in IZA Discussion Papers, Institute of Labor Economics (IZA) (2009) View citations (2)

2009

45. To Weight or not to Weight? The Eternal Question of Econometricians facing Survey Data
    Documents de Travail de l'Insee - INSEE Working Papers, Institut National de la Statistique et des Etudes Economiques

2008

46. A New Instrumental Method for Dealing with Endogenous Selection
    Working Papers, Center for Research in Economics and Statistics View citations (7)
    See also Journal Article A new instrumental method for dealing with endogenous selection, Journal of Econometrics, Elsevier (2010) View citations (8) (2010)

2007

47. Identification and Estimation of Incentive Problems: Adverse Selection
    Working Papers, Center for Research in Economics and Statistics View citations (1)
48. Identification of Peer Using Group Size Variation
    Working Papers, Center for Research in Economics and Statistics
    Also in IZA Discussion Papers, Institute of Labor Economics (IZA) (2006) View citations (4)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006) View citations (9)

2006

49. Measuring the Evolution of Complex Indicators Theory and Application to the Poverty Rate in France
    Working Papers, Center for Research in Economics and Statistics
    See also Journal Article Measuring the Evolution of Complex Indicators: Theory and Application to the Poverty Rate in France, Annals of Economics and Statistics, GENES (2008) (2008)
50. On the Completeness Condition in Nonparametric Instrumental Problems
    Working Papers, Center for Research in Economics and Statistics View citations (22)
    See also Journal Article ON THE COMPLETENESS CONDITION IN NONPARAMETRIC INSTRUMENTAL PROBLEMS, Econometric Theory, Cambridge University Press (2011) View citations (21) (2011)

Journal Articles

2024

1. A robust permutation test for subvector inference in linear regressions
   Quantitative Economics, 2024, 15, (1), 27-87
2. Difference-in-Difference Estimators with Continuous Treatments and No Stayers
   AEA Papers and Proceedings, 2024, 114, 610-13 View citations (3)
   See also Working Paper Difference-in-Difference Estimators with Continuous Treatments and No Stayers, SciencePo Working papers Main (2024) (2024)

2023

3. Fixed‐effects binary choice models with three or more periods
   Quantitative Economics, 2023, 14, (3), 1105-1132
   See also Working Paper Fixed Effects Binary Choice Models with Three or More Periods, Papers (2022) View citations (2) (2022)

2022

4. The Marcinkiewicz–Zygmund law of large numbers for exchangeable arrays
   Statistics & Probability Letters, 2022, 188, (C)

2021

5. Rationalizing rational expectations: Characterizations and tests
   Quantitative Economics, 2021, 12, (3), 817-842 View citations (14)
   See also Working Paper Rationalizing Rational Expectations: Characterizations and Tests, TSE Working Papers (2021) View citations (16) (2021)
6. segregsmall: A command to estimate segregation in the presence of small units
   Stata Journal, 2021, 21, (1), 152-179

2020

7. Estimating selection models without an instrument with Stata
   Stata Journal, 2020, 20, (2), 297-308 View citations (4)
   See also Working Paper Estimating Selection Models without Instrument with Stata, IZA Discussion Papers (2019) View citations (5) (2019)
8. The provision of wage incentives: A structural estimation using contracts variation
   Quantitative Economics, 2020, 11, (1), 349-397 View citations (2)
   See also Working Paper The Provision of Wage Incentives: A Structural Estimation Using Contracts Variation, Working Papers (2011) (2011)
9. Two-Way Fixed Effects Estimators with Heterogeneous Treatment Effects
   American Economic Review, 2020, 110, (9), 2964-96 View citations (1192)
   See also Working Paper Two-way Fixed Effects Estimators with Heterogeneous Treatment Effects, NBER Working Papers (2019) View citations (43) (2019)

2019

10. A Cautionary Tale on Instrumental Calibration for the Treatment of Nonignorable Unit Nonresponse in Surveys
    Journal of the American Statistical Association, 2019, 114, (526), 906-915 View citations (7)
11. Automobile Prices in Market Equilibrium with Unobserved Price Discrimination
    The Review of Economic Studies, 2019, 86, (5), 1973-1998 View citations (7)
    See also Working Paper Automobile Prices in Market Equilibrium with Unobserved Price Discrimination, Working Papers (2025) (2025)
12. Fuzzy differences-in-differences with Stata
    Stata Journal, 2019, 19, (2), 435-458 View citations (15)

2018

13. Extremal quantile regressions for selection models and the black–white wage gap
    Journal of Econometrics, 2018, 203, (1), 129-142 View citations (15)
    See also Working Paper Extremal Quantile Regressions for Selection Models and the Black-White Wage Gap, IZA Discussion Papers (2014) View citations (1) (2014)
14. Fuzzy Differences-in-Differences
    The Review of Economic Studies, 2018, 85, (2), 999-1028 View citations (89)
    See also Working Paper Fuzzy Differences-in-Differences, The Warwick Economics Research Paper Series (TWERPS) (2015) View citations (3) (2015)

2017

15. Identification of additive and polynomial models of mismeasured regressors without instruments
    Journal of Econometrics, 2017, 200, (2), 207-222 View citations (8)
16. Measuring segregation on small units: A partial identification analysis
    Quantitative Economics, 2017, 8, (1), 39-73 View citations (7)
    See also Working Paper Measuring Segregation on Small Units: A Partial Identification Analysis, CAGE Online Working Paper Series (2016) (2016)

2016

17. A convenient method for the estimation of the multinomial logit model with fixed effects
    Economics Letters, 2016, 141, (C), 77-79 View citations (7)
18. Disentangling sources of vehicle emissions reduction in France: 2003–2008
    International Journal of Industrial Organization, 2016, 47, (C), 186-229 View citations (20)

2015

19. Identification of Nonseparable Triangular Models With Discrete Instruments
    Econometrica, 2015, 83, (3), 1199-1210 View citations (6)
20. Identification of mixture models using support variations
    Journal of Econometrics, 2015, 189, (1), 70-82 View citations (2)
    See also Working Paper Identification of Mixture Models Using Support Variations, Working Papers (2010) (2010)

2014

21. La régression quantile en pratique
    Économie et Statistique, 2014, 471, (1), 85-111 View citations (20)
    See also Working Paper La régression quantile en pratique, Documents de Travail de l'Insee - INSEE Working Papers (2013) View citations (2) (2013)
22. The Environmental Effect of Green Taxation: The Case of the French Bonus/Malus
    Economic Journal, 2014, 124, (578), F444-F480 View citations (70)
    See also Working Paper The environmental Effect of Green Taxation: The case of the french "Bonus/Malus", Working Papers (2012) View citations (21) (2012)

2013

23. ANOTHER LOOK AT THE IDENTIFICATION AT INFINITY OF SAMPLE SELECTION MODELS
    Econometric Theory, 2013, 29, (1), 213-224 View citations (18)
    See also Working Paper Another Look at the Identification at Infinity of Sample Selection Models, Working Papers (2011) View citations (7) (2011)
24. Inference on an extended Roy model, with an application to schooling decisions in France
    Journal of Econometrics, 2013, 174, (2), 95-106 View citations (32)
    See also Working Paper Inference on an Extended Roy Model, with an Application to Schooling Decisions in France, Working Papers (2011) View citations (6) (2011)

2011

25. Le coût du bonus/malus écologique. Que pouvait-on prédire ?
    Revue économique, 2011, 62, (3), 491-499 View citations (11)
26. ON THE COMPLETENESS CONDITION IN NONPARAMETRIC INSTRUMENTAL PROBLEMS
    Econometric Theory, 2011, 27, (3), 460-471 View citations (21)
    See also Working Paper On the Completeness Condition in Nonparametric Instrumental Problems, Working Papers (2006) View citations (22) (2006)

2010

27. A new instrumental method for dealing with endogenous selection
    Journal of Econometrics, 2010, 154, (1), 1-15 View citations (8)
    See also Working Paper A New Instrumental Method for Dealing with Endogenous Selection, Working Papers (2008) View citations (7) (2008)

2009

28. Identification of peer effects using group size variation
    Econometrics Journal, 2009, 12, (3), 397-413 View citations (58)

2008

29. Measuring the Evolution of Complex Indicators: Theory and Application to the Poverty Rate in France
    Annals of Economics and Statistics, 2008, (90), 259-290
    See also Working Paper Measuring the Evolution of Complex Indicators Theory and Application to the Poverty Rate in France, Working Papers (2006) (2006)

Software Items

2025

1. CC_XD_DIDTEXTBOOK: Stata module to provide do-files and datafiles for textbook
   Statistical Software Components, Boston College Department of Economics
2. DID_MULTIPLEGT_DYN: Stata module to estimate event-study Difference-in-Difference (DID) estimators in designs with multiple groups and periods, with a potentially non-binary treatment that may increase or decrease multiple times
   Statistical Software Components, Boston College Department of Economics

2024

3. DID_HAD: Stata module to estimate the effect of a treatment on an outcome in a heterogeneous adoption design with no stayers but some quasi stayers
   Statistical Software Components, Boston College Department of Economics
4. DID_MULTIPLEGT: Stata module to estimate sharp Difference-in-Difference designs with multiple groups and periods
   Statistical Software Components, Boston College Department of Economics
   See also Working Paper DID_MULTIPLEGT: Stata module to estimate sharp Difference-in-Difference designs with multiple groups and periods, SciencePo Working papers Main, HAL (2019) View citations (16) (2019)
5. DID_MULTIPLEGT_OLD: Stata module to estimate sharp Difference-in-Difference designs with multiple groups and periods
   Statistical Software Components, Boston College Department of Economics
6. DID_MULTIPLEGT_STAT: Stata module for heterogeneity-robust difference-in differences (DID) estimators
   Statistical Software Components, Boston College Department of Economics
7. STUTE_TEST: Stata module to compute Stute (1997) linearity test
   Statistical Software Components, Boston College Department of Economics
8. TESTEX: Stata module for a statistical test of the exclusion restriction of an instrumental variable (IV)
   Statistical Software Components, Boston College Department of Economics
9. TWOWAYFEWEIGHTS: Stata module to estimate the weights and measure of robustness to treatment effect heterogeneity attached to two-way fixed effects regressions
   Statistical Software Components, Boston College Department of Economics
   See also Working Paper TWOWAYFEWEIGHTS: Stata module to estimate the weights and measure of robustness to treatment effect heterogeneity attached to two-way fixed effects regressions, SciencePo Working papers Main, HAL (2019) View citations (5) (2019)
10. YATCHEW_TEST: Stata module to perform Yatchew (1997), de Chaisemartin, D'Haultfoeuille & Gurgand (2024) linearity test
    Statistical Software Components, Boston College Department of Economics

2021

11. MFELOGIT: Stata module to estimate marginal effects (AME) and average treatment effects (ATE) in fixed effect logit models
    Statistical Software Components, Boston College Department of Economics

2019

12. FUZZYDID: Stata module to estimate Fuzzy Difference-in-Difference Designs
    Statistical Software Components, Boston College Department of Economics